Discretization Method for the Range of Values of a Multi-Dimensional Random Variable


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Abstract

A discretization method for the range of values of a multidimensional random variable is considered. Its dependence on the volume, dimension of the initial information and the type of probability density is investigated. The obtained results are compared with the Scott rule for a multidimensional random variable with a normal distribution law.

About the authors

A. V. Lapko

Institute of Computational Modeling, Siberian Branch of the Russian Academy of Sciences; Reshetnev Siberian State Aerospace University

Author for correspondence.
Email: lapko@icm.krasn.ru
Russian Federation, Krasnoyarsk; Krasnoyarsk

V. A. Lapko

Institute of Computational Modeling, Siberian Branch of the Russian Academy of Sciences; Reshetnev Siberian State Aerospace University

Email: lapko@icm.krasn.ru
Russian Federation, Krasnoyarsk; Krasnoyarsk

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